Indiana Community Bancorp MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1427 | 21.98 | |
| 0.4680 | 23.73 | |
| 0.0065 | 0.64 | |
| 0.5163 | 1.75 | |
| 0.9741 | 7.31 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 1, 1990 to Sep 14, 2012
Jan 1, 1990 to Sep 14, 2012
News Impact Curve
Volatility Forecasts
Other Indiana Community Bancorp Analyses
Other MF2-GARCH Analyses on Equities